Cross-Domain Multitask Learning with Latent Probit Models
Abstract
Learning multiple tasks across heterogeneous domains is a challenging problem since the feature space may not be the same for different tasks. We assume the data in multiple tasks are generated from a latent common domain via sparse domain transforms and propose a latent probit model (LPM) to jointly learn the domain transforms, and the shared probit classifier in the common domain. To learn meaningful task relatedness and avoid over-fitting in classification, we introduce sparsity in the domain transforms matrices, as well as in the common classifier. We derive theoretical bounds for the estimation error of the classifier in terms of the sparsity of domain transforms. An expectation-maximization algorithm is derived for learning the LPM. The effectiveness of the approach is demonstrated on several real datasets.
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Scholars@Duke
Lawrence Carin
Lawrence Carin earned the BS, MS, and PhD degrees in electrical engineering at the University of Maryland, College Park, in 1985, 1986, and 1989, respectively. In 1989 he joined the Electrical Engineering Department at Brooklyn Polytechnic Institute (now part of NYU) as an Assistant Professor, and became an Associate Professor there in 1994. In September 1995 he joined the Electrical and Computer Engineering (ECE) Department at Duke University, where he is now a Professor. He was ECE Department Chair from 2011-2014, and Vice Provost and Vice President for Research from 2014-2020. He was the Provost at King Abdullah University of Science & Technology (KAUST) from 2020-2023, returning to Duke in 2023. From 2003-2014 he held the William H. Younger Distinguished Professorship, and since 2018 he has held the James L. Meriam Distinguished Professorship. Dr. Carin's research focuses on machine learning (ML) and artificial intelligence (AI). He publishes widely in the main ML/AI forums, and has addressed many applications of AI, including in medicine and security. He was co-founder of the small business Signal Innovations Group, which was acquired by BAE Systems in 2014, and in 2017 he co-founded the company Infinia ML, which was acquired by Aspirion in 2023. He is an IEEE Fellow.
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